The diffusion of the Internet has led to a stark increase in the availability of digital data describing all kind of everyday human activities (Edelman, J Econ Perspect 26(2):189–206, 2012; Einav and Levin, Science 346(6210):1243089–1–1243089–6, 2014; Matter and Stutzer, PLOS ONE 10(7):1–21, 2015). The dawn of such web-based big data offers various opportunities for empirical research in economics and the social sciences in general. While web (data) mining has for many years rather been a discipline within computer science with a focus on web application development (such as recommender systems and search engines), the recent rise in well-documented open-source tools to automatically collect data from the Web makes this endeavor more accessible for researchers and data analytics practitioners without a background in web technologies.